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<div class="title">ukf_parameter_ndim.h File Reference</div>  </div>
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<div class="textblock"><code>#include &lt;gsl/gsl_linalg.h&gt;</code><br/>
<code>#include &lt;gsl/gsl_math.h&gt;</code><br/>
<code>#include &lt;gsl/gsl_blas.h&gt;</code><br/>
<code>#include &quot;<a class="el" href="ukf__types_8h_source.html">ukf_types.h</a>&quot;</code><br/>
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<p><a href="ukf__parameter__ndim_8h_source.html">Go to the source code of this file.</a></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="namespaces"></a>
Namespaces</h2></td></tr>
<tr class="memitem:namespaceukf"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf.html">ukf</a></td></tr>
<tr class="memdesc:namespaceukf"><td class="mdescLeft">&#160;</td><td class="mdescRight">In this section we implement the Unscented Kalman Filter for parameter estimation and Joint UKF involving the Scaled Unscented Transform detailed in Van der Merwe PhD Thesis. <br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:namespaceukf_1_1parameter"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf_1_1parameter.html">ukf::parameter</a></td></tr>
<tr class="memdesc:namespaceukf_1_1parameter"><td class="mdescLeft">&#160;</td><td class="mdescRight">UKF for parameter estimation. The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p93, PhD, van Der Merwe. <br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
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Functions</h2></td></tr>
<tr class="memitem:ad83710f24d64d3b511ff60aa4fc90f03"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf_1_1parameter.html#ad83710f24d64d3b511ff60aa4fc90f03">ukf::parameter::ukf_init</a> (ukf_param &amp;p, ukf_state &amp;s)</td></tr>
<tr class="memdesc:ad83710f24d64d3b511ff60aa4fc90f03"><td class="mdescLeft">&#160;</td><td class="mdescRight">Allocation of the vectors/matrices and initialization.  <a href="#ad83710f24d64d3b511ff60aa4fc90f03">More...</a><br/></td></tr>
<tr class="separator:ad83710f24d64d3b511ff60aa4fc90f03"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a3edd781b5248176b7404889c96e6a962"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf_1_1parameter.html#a3edd781b5248176b7404889c96e6a962">ukf::parameter::ukf_free</a> (ukf_param &amp;p, ukf_state &amp;s)</td></tr>
<tr class="memdesc:a3edd781b5248176b7404889c96e6a962"><td class="mdescLeft">&#160;</td><td class="mdescRight">Free of memory allocation.  <a href="#a3edd781b5248176b7404889c96e6a962">More...</a><br/></td></tr>
<tr class="separator:a3edd781b5248176b7404889c96e6a962"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aa7af8ceffba2f9288b2d7b86ed57159f"><td class="memTemplParams" colspan="2">template&lt;typename FunctObj &gt; </td></tr>
<tr class="memitem:aa7af8ceffba2f9288b2d7b86ed57159f"><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespaceukf_1_1parameter.html#aa7af8ceffba2f9288b2d7b86ed57159f">ukf::parameter::ukf_iterate</a> (ukf_param &amp;p, ukf_state &amp;s, FunctObj g, gsl_vector *xk, gsl_vector *dk)</td></tr>
<tr class="memdesc:aa7af8ceffba2f9288b2d7b86ed57159f"><td class="mdescLeft">&#160;</td><td class="mdescRight">Iteration for the statistical linearization.  <a href="#aa7af8ceffba2f9288b2d7b86ed57159f">More...</a><br/></td></tr>
<tr class="separator:aa7af8ceffba2f9288b2d7b86ed57159f"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:aaf6c5a1c836abd3dd07c27a3eec2d097"><td class="memTemplParams" colspan="2">template&lt;typename FunctObj &gt; </td></tr>
<tr class="memitem:aaf6c5a1c836abd3dd07c27a3eec2d097"><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespaceukf_1_1parameter.html#aaf6c5a1c836abd3dd07c27a3eec2d097">ukf::parameter::ukf_evaluate</a> (ukf_param &amp;p, ukf_state &amp;s, FunctObj g, gsl_vector *xk, gsl_vector *dk)</td></tr>
<tr class="memdesc:aaf6c5a1c836abd3dd07c27a3eec2d097"><td class="mdescLeft">&#160;</td><td class="mdescRight">Evaluation of the output from the sigma points.  <a href="#aaf6c5a1c836abd3dd07c27a3eec2d097">More...</a><br/></td></tr>
<tr class="separator:aaf6c5a1c836abd3dd07c27a3eec2d097"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:ad6f61f2ec81c146f20f8e7f6df052e58"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf_1_1parameter.html#ad6f61f2ec81c146f20f8e7f6df052e58">ukf::parameter::getSigmaPoints</a> (ukf_param &amp;p, ukf_state &amp;s, gsl_matrix *sigmaPoints)</td></tr>
<tr class="memdesc:ad6f61f2ec81c146f20f8e7f6df052e58"><td class="mdescLeft">&#160;</td><td class="mdescRight">Returns a set of sigma points.  <a href="#ad6f61f2ec81c146f20f8e7f6df052e58">More...</a><br/></td></tr>
<tr class="separator:ad6f61f2ec81c146f20f8e7f6df052e58"><td class="memSeparator" colspan="2">&#160;</td></tr>
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